-93.4%
DULL vs VT
+69.7%
-163.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.7% |
| 7D | -13.8% | -2.3% | -11.5% | -16.4% |
| 30D | +0.2% | -5.0% | +5.2% | -5.9% |
| 3M | +6.1% | -4.9% | +10.9% | +0.5% |
| 6M | +33.6% | -1.5% | +35.1% | +34.6% |
| YTD | -19.9% | +8.5% | -28.4% | -9.1% |
| 1Y | -38.0% | +11.4% | -49.4% | -28.2% |
| 3Y | -93.4% | +70.1% | -163.4% | -88.0% |
| All | -93.4% | +69.7% | -163.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling